+134.6%
APA vs BIYA
-99.9%
+234.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +1.2% |
| 7D | -5.5% | -4.1% | -1.5% | -5.5% |
| 30D | -1.2% | -35.5% | +34.4% | -0.4% |
| 3M | +10.6% | -56.3% | +66.8% | +11.9% |
| 6M | +28.4% | -88.7% | +117.1% | +29.2% |
| YTD | +89.7% | -97.0% | +186.7% | +95.1% |
| 1Y | +90.6% | -98.7% | +189.3% | +106.7% |
| All | +134.6% | -99.9% | +234.5% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling